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Multi-step air quality index forecasting via data preprocessing, sequence reconstruction, and improved multi-objective optimization algorithm

Wang, Ying; Wang, Jianzhou; Li, Hongmin; Yang, Hufang; … - In: Journal of forecasting 41 (2022) 7, pp. 1483-1511

Persistent link: https://www.econbiz.de/10013465709

Implications of return predictability for consumption dynamics and asset pricing

Favero, Carlo A.; Ortu, Fulvio; Tamoni, Andrea; Yang, Haoxi - In: Journal of business & economic statistics : JBES ; a … 38 (2020) 3, pp. 527-541

Persistent link: https://www.econbiz.de/10012262492

Implications of Return Predictability for Consumption Dynamics and Asset Pricing

Favero, Carlo A. - 2018

Two broad classes of consumption dynamics - long-run risks and rare disasters - have proven successful in explaining the equity premium puzzle when used in conjunction with recursive preference. We show that bounds a-la Gallant, Hansen and Tauchen (1990) that restrict the volatility of the...

Persistent link: https://www.econbiz.de/10012938615

Distorted beliefs and asset prices

Bretscher, Lorenzo; Malkhozov, Aytek; Tamoni, Andrea; … - 2024

Persistent link: https://www.econbiz.de/10015130710

Forecasting stock volatility during the stock market crash period : the role of Hawkes process

Fan, Lina; Yang, Hao; Zhai, Jia; Zhang, Xiaotao - In: Finance research letters 55 (2023) 1, pp. 1-9

Persistent link: https://www.econbiz.de/10014473015

Temporal-spatial dependencies enhanced deep learning model for time series forecast

Yang, Hu; Chen, Yu; Chen, Kedong; Wang, Haijun - In: International review of financial analysis 94 (2024), pp. 1-14

Persistent link: https://www.econbiz.de/10014543936

A multi-view attention-based spatial-temporal network for airport arrival flow prediction

Yan, Zhen; Yang, Hongyu; Wu, Yuankai; Lin, Yi - In: Transportation research / E : an international journal 170 (2023), pp. 1-15

Persistent link: https://www.econbiz.de/10014284803